Desktop Folder

I have just started using folders on the Playbook desktop, and I have notice a weird behaviour, if I open the Bridge folder, as soon as I start one of the program inside it, it close and I am back to the desktop, but if I open a folder that I have created and then I start a program indise it, when ever I go back to the desktop, it is not there any more I am still inside the folder that I have opened to start the program

---------------------------------------------Using the Playbook and the Z10 and the Z30 and loving them